Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
16/03/2018 | 1.23% | 0.81 | 0.82 | 150,000 | 150,000 | 150,000 | 150,000 | 120,760 | 122,260 | 100.00% | 100.00% |
15/03/2018 | 1.25% | 0.83 | 0.84 | 150,000 | 150,000 | 150,000 | 150,000 | 119,430 | 120,930 | 99.99% | 99.99% |
14/03/2018 | 1.18% | 0.80 | 0.81 | 150,000 | 150,000 | 150,000 | 150,000 | 126,336 | 127,836 | 99.97% | 99.97% |
13/03/2018 | 1.00% | 0.94 | 0.95 | 150,000 | 150,000 | 150,000 | 150,000 | 148,954 | 150,454 | 98.40% | 98.40% |
12/03/2018 | 1.00% | 0.99 | 1.00 | 150,000 | 150,000 | 150,000 | 150,000 | 149,154 | 150,654 | 100.00% | 100.00% |
09/03/2018 | 1.05% | 0.98 | 0.99 | 150,000 | 150,000 | 150,008 | 150,000 | 141,894 | 143,386 | 99.93% | 99.93% |
08/03/2018 | 1.10% | 0.95 | 0.96 | 150,000 | 150,000 | 150,000 | 150,000 | 135,865 | 137,365 | 99.92% | 99.92% |
07/03/2018 | 1.20% | 0.87 | 0.88 | 150,000 | 150,000 | 150,000 | 150,000 | 124,102 | 125,602 | 99.88% | 99.88% |
06/03/2018 | 1.16% | 0.84 | 0.85 | 150,000 | 150,000 | 150,000 | 150,000 | 128,217 | 129,717 | 100.00% | 100.00% |